SSRN Electronic Journal · 2005 · 1K citations · 18 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMedia StudiesInvestor SentimentMarket SentimentMedia EffectsNews MediaNoise TradingStock MarketsEquity Market ReactionsFinancial Market VolatilityInvestor Sentiment EffectsMarket MoodMarket NoiseMarket Reaction To InformationSentiment-driven TradingStock Market Liquidity
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations